+20.0%
YUM vs A
-14.3%
+34.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.7% |
| 7D | -6.1% | -2.6% | -3.5% | -5.5% |
| 30D | -5.8% | -0.9% | -4.9% | -5.8% |
| 3M | -7.6% | +13.6% | -21.3% | -10.6% |
| 6M | -9.1% | +27.8% | -37.0% | -15.0% |
| YTD | -5.5% | +8.6% | -14.1% | -8.0% |
| 1Y | -3.7% | +16.9% | -20.6% | -8.3% |
| 3Y | +17.8% | +32.9% | -15.1% | +5.3% |
| All | +20.0% | -14.3% | +34.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling